+91.0%
DOCN vs AGNC
-7.3%
+98.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.2% |
| 7D | +19.1% | -6.3% | +25.4% | +19.6% |
| 30D | -21.0% | -3.1% | -17.9% | -20.8% |
| 3M | -34.7% | -22.1% | -12.7% | -32.4% |
| 6M | -45.8% | -16.9% | -28.9% | -44.8% |
| YTD | +79.4% | -13.9% | +93.3% | +68.2% |
| 1Y | +91.0% | -6.9% | +97.9% | +69.1% |
| All | +91.0% | -7.3% | +98.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling